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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Soc. Generale Knock-Out ENL   -14.53% Put ENEL S.P.A. ... Endless 1.03 - 7.55 7.40 Yes -
DZ Bank Knock-Out ENL   -33.52% Put ENEL S.P.A. ... Endless 2.53 2.54 9.06 8.63 Yes -
BVT Knock-Out ENL   -11.59% Put ENEL S.P.A. ... Endless 0.700 0.710 7.21 7.21 Yes -52.98%
DZ Bank Knock-Out ENL   35.91% Call ENEL S.P.A. ... Endless 2.56 2.57 3.97 4.14 Yes -
DZ Bank Knock-Out ENL   16.65% Call ENEL S.P.A. ... Endless 1.14 1.15 5.39 5.39 Yes +57.75%
UniCredit Knock-Out ENL   14.01% Call ENEL S.P.A. ... Endless 0.980 0.990 5.56 5.56 Yes +58.33%
Soc. Generale Knock-Out ENL   -9.59% Put ENEL S.P.A. ... Endless 0.580 0.590 7.08 7.08 Yes -60.00%
DZ Bank Knock-Out ENL   -18.01% Put ENEL S.P.A. ... Endless 1.11 1.12 7.62 7.62 Yes -40.00%
DZ Bank Knock-Out ENL   25.40% Call ENEL S.P.A. ... Endless 1.90 1.91 4.62 4.82 Yes -
Goldman Sachs Knock-Out ENL   15.22% Call ENEL S.P.A. ... Endless 1.05 1.06 5.48 5.48 Yes +77.59%
UniCredit Knock-Out ENL   20.80% Call ENEL S.P.A. ... Endless 1.42 1.43 5.12 5.12 Yes +39.39%
BVT Knock-Out ENL   42.58% Call ENEL S.P.A. ... Endless 2.83 2.84 3.71 3.71 Yes +23.25%
BNP Paribas Knock-Out ENL   13.26% Call ENEL S.P.A. ... Endless 1.20 1.21 5.34 5.60 Yes -
BVT Knock-Out ENL   34.22% Call ENEL S.P.A. ... Endless 2.29 2.30 4.25 4.25 Yes +27.53%
BNP Paribas Knock-Out ENL   17.74% Call ENEL S.P.A. ... Endless 1.48 1.49 5.06 5.32 Yes +33.64%
Soc. Generale Knock-Out ENL   27.55% Call ENEL S.P.A. ... Endless 1.86 1.87 4.68 4.68 Yes +25.34%
Soc. Generale Knock-Out ENL   28.18% Call ENEL S.P.A. ... Endless 1.98 1.99 4.54 4.64 Yes +25.32%
Soc. Generale Knock-Out ENL   54.50% Call ENEL S.P.A. ... Endless 3.65 3.66 2.87 2.94 Yes +16.40%
BVT Knock-Out ENL   31.90% Call ENEL S.P.A. ... Endless 2.14 2.15 4.40 4.40 Yes +29.27%
UniCredit Knock-Out ENL   17.17% Call ENEL S.P.A. ... Endless 1.18 1.19 5.35 5.35 Yes +45.57%
BNP Paribas Knock-Out ENL   27.83% Call ENEL S.P.A. ... Endless 1.90 1.91 4.66 4.66 Yes +26.17%
Soc. Generale Knock-Out ENL   14.20% Call ENEL S.P.A. ... Endless 1.000 1.010 5.54 5.54 Yes +42.65%
Morgan Stanley Knock-Out ENL   27.32% Call ENEL S.P.A. ... Endless 1.83 1.84 4.70 4.70 Yes +29.08%
UniCredit Knock-Out ENL   32.16% Call ENEL S.P.A. ... Endless 2.14 2.15 4.38 4.38 Yes +27.11%
Soc. Generale Knock-Out ENL   38.33% Call ENEL S.P.A. ... Endless 2.56 2.57 3.98 3.98 Yes +20.38%
Soc. Generale Knock-Out ENL   20.41% Call ENEL S.P.A. ... Endless 1.40 1.41 5.14 5.14 Yes +32.69%
DZ Bank Knock-Out ENL   35.33% Call ENEL S.P.A. ... Endless 2.36 2.37 4.18 4.18 Yes +27.17%
Soc. Generale Knock-Out ENL   29.65% Call ENEL S.P.A. ... Endless 1.99 2.00 4.55 4.55 Yes +24.53%
Morgan Stanley Knock-Out ENL   29.42% Call ENEL S.P.A. ... Endless 2.23 2.24 4.30 4.56 Yes +24.29%
Goldman Sachs Knock-Out ENL   28.95% Call ENEL S.P.A. ... Endless 1.93 1.94 4.59 4.59 Yes +34.04%
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